+27.6%
VWO vs DOCU
-68.9%
+96.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -4.2% | +12.9% | -17.1% | -5.4% |
| 3M | -4.6% | +35.1% | -39.7% | -7.6% |
| 6M | -5.0% | +76.2% | -81.1% | -10.7% |
| YTD | +6.8% | +17.2% | -10.4% | +4.3% |
| 1Y | +5.8% | +16.4% | -10.6% | +3.3% |
| 3Y | +58.1% | +95.6% | -37.5% | +41.5% |
| 5Y | +27.6% | -68.5% | +96.1% | +24.9% |
| All | +27.6% | -68.9% | +96.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling